+281.9%
NEE vs CSGP
+72.5%
+209.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.6% |
| 7D | +2.2% | -1.8% | +4.0% | +2.5% |
| 30D | +12.3% | +5.3% | +7.0% | +10.6% |
| 3M | +3.4% | +3.3% | +0.1% | +1.8% |
| 6M | -5.3% | -4.7% | -0.6% | -5.7% |
| YTD | +10.6% | -53.5% | +64.1% | +29.0% |
| 1Y | +6.5% | -53.7% | +60.2% | +24.2% |
| 3Y | +73.5% | -59.7% | +133.3% | +104.7% |
| 5Y | +17.0% | -62.5% | +79.4% | +37.6% |
| 10Y | +281.9% | +67.3% | +214.6% | +275.8% |
| All | +281.9% | +72.5% | +209.3% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling